why are there changesets with no edits existing (in the OSM history dump)?

The API 0.6 method 'create changeset' allows you to create a changeset without doing any subsequent additions to that changeset. Reason might be anything from broken uploads (e.g. network issues), editor bugs, etc..

I even remember one case where a mapper created a huge number of such empty changesets to make hostile vandalism activities a bit more difficult to deal with. Yes, strange things happen some time, but all that got sorted out fairly quickly.

Update: as Simon provided some editor specific insights, I thought I could add some statistics from by local DB. It's about half a year old, but you should get a rough impression, which editors created how many empty changesets (if they identify themselves by name). You could of course group the entries by editor type (ignoring different editor versions, languages) - this is left as an exercise to the reader.

                                  created_by                                   |   c   
-------------------------------------------------------------------------------+-------
                                                                               | 50761
 Potlatch 0.11b                                                                | 46702
 Potlatch 1.4 (live en)                                                        | 42190
 Potlatch 1.0                                                                  | 39909
 Potlatch 2                                                                    | 38173
 Potlatch 0.11                                                                 | 35890
 Potlatch 1.4 (live de)                                                        | 31094
 Potlatch 1.2                                                                  | 24265
 Go Map!! 1.1                                                                  | 22264
 Potlatch 1.1a                                                                 | 16447
 Potlatch 1.2a                                                                 | 15092
 Potlatch 0.11a                                                                | 14166
 Potlatch 1.2b                                                                 | 11621
 ArcGIS Editor for OpenStreetMap (2.0)                                         | 11466
 Potlatch 1.2c (live)                                                          |  9622
 osmitter 0.1                                                                  |  9548
 Potlatch 1.3e (live en)                                                       |  9079
 JOSM                                                                          |  7920
 Potlatch 1.4 (live ru)                                                        |  7848
 Potlatch 1.4 (live fr)                                                        |  7273
 iD 1.3.7                                                                      |  7147
 iD 1.3.4                                                                      |  6990

Statement:

select created_by,count(*) c from changes where num_changes = 0 group by created_by order by c desc;

Tool used to populate the Postgres database was https://github.com/zhm/osmchanges-postgres Give it a try, it's not terribly difficult to set up and run this query.